Connection IP Multi Domain

In a multi domain environment, when I start the SmartConsole and login I get the question to which domain I want to connect, Nice.. However I connect to the MDS, I see all my domains and need to open a domain's policy. I rightclick on the domain and choose Connect to Domain, now the Smartconsole starts and tries to connect to the Domains' IP instead of the MDS IP.

My problem is that this has not been allowed by the FW's between my WS and the MDS, meaning I need to login again and then choose the right domain I need to manage, is this by design or am I missing something here?

My expectation would be the Smartconsole would again connect to the MDS IP and offer the domain to connect to as an parameter.

Another point here: when I want to allow customer (all our domains are customer domains) acces to it's domain, which IP do I tell him to use?